The jlabel isn't shown, because the panel isn't in the column header. I've no idea whats wrong, here is my code:
JScrollPane scrollpane_1 = new JScrollPane();
JTable table = new JTable(); //has 4 columns
JPanel panel_1 = new JPanel();
panel_1.add(new JLabel("Test"));
scrollpane_1.setViewportView(table);
scrollpane_1.setColumnView(panel_1);